Inception Date

July 2018

July 2018

Objective

Long-term capital appreciation

Universe

Almost 100 futures and forwards markets, spanning equity indices, fixed income, commodities and currencies

Quantitative Strategies

Trend following

Objective

Long-term capital appreciation

Quantitative Strategies

Trend following

Universe

Almost 100 futures and forwards markets, spanning equity indices, fixed income, commodities and currencies

Key Features

Captures up and down trends in markets

A pure implementation of Winton's active systematic trend-following strategy.

Scalable implementation

Draws on Winton's first-hand experience of running trend-following models on a large scale.

Actively managed by an experienced team

Benefits from Winton's ongoing R&D and deep trend-following expertise.



Diverse Investment Universe

Market weights are indicative only.

Related Research

Trend Following is Not an Alternative Beta

Trend-following performance is non-stationary and differs across speeds and system definitions. Our research, for example, finds a significant and persistent decline in the forecasting ability of systems with the fastest turnover.

Trend Following is Not a Tail-Risk Hedge

Expectations of trend-following convexity are incorrect and based on a small supporting pillar of data. David Harding, Winton's CEO and founder, has consistently cautioned against the more heroic claims made in favour of trend-following strategies.

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